The ClucHAwerk strategy is a trading strategy that uses various indicators to generate buy and sell signals for backtesting. Here is a short description of what the strategy does:
In the populate_indicators method:
It calculates Heikin Ashi candlestick values (open, close, high, low). It calculates Bollinger Bands based on the Heikin Ashi closing prices.
It calculates exponential moving averages (EMA) and rolling mean of volume.
It calculates the Rate of Change Ratio (ROCR) for the Heikin Ashi closing prices.
It fetches additional informative data for a higher timeframe and merges it with the current timeframe data. In the populate_buy_trend method:
It sets the buy conditions based on various parameters and indicator values. The conditions include comparing the Rate of Change Ratio, Bollinger Bands, closing price changes, and volume. If the conditions are met, it marks the corresponding row as a buy signal. In the populate_sell_trend method:
It sets the sell conditions based on various parameters and indicator values. The conditions include comparing the Rate of Change Ratio, Bollinger Bands, and volume. If the conditions are met, it marks the corresponding row as a sell signal. The ClucHAwerk_ETH class extends the ClucHAwerk class and likely adds specific modifications or overrides for Ethereum (ETH) trading. Overall, the strategy combines multiple indicators and conditions to determine buy and sell signals for backtesting trading strategies.